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comparison m-toolbox/test/test_ao_cpsd_variance_montecarlo.m @ 0:f0afece42f48

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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1 % test_ao_cpsd_variance_montecarlo
2 %
3 % Tests that the standard deviation returned by ao.dy in one
4 % frequency bin is equivalent to the matlab's std taking
5 % considering all realisations
6 %
7 % M Nofrarias 22-07-09
8 %
9 % $Id: test_ao_cpsd_variance_montecarlo.m,v 1.1 2009/08/11 14:20:11 miquel Exp $
10
11
12
13 clear
14
15 % data
16 nsecs = 200;
17 fs = 10;
18 pl = plist('nsecs', nsecs, 'fs', fs, 'tsfcn', 'randn(size(t))');
19
20
21 % Make a filter
22 f1 = miir(plist('type', 'highpass', 'fc', 4, 'fs', fs));
23
24 % loop
25 for i = 1:100
26 a1 = ao(pl);
27 a2 = filter(a1,plist('filter', f1));
28 b(i) = cpsd(a1,a2,plist('Nfft',100,'order',-1));
29 end
30
31 %% mean
32
33 clear rel
34 for i =1:len(b(1))
35 mn(i) = [mean(b(:).y(i))]; % both means are equal
36 rel(:,i) = [std(b(:).y(i)) mean(b(:).dy(i))]/abs(mn(i));
37 end
38
39 figure
40 loglog(b(1).x,rel')
41 figure
42 loglog(b(1).x(:),abs(rel(2,:)-rel(1,:)))
43
44